+165.8%
PM vs IONS
+17.1%
+148.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | -5.2% | -9.4% | +4.2% | -4.8% |
| 30D | +2.7% | -10.7% | +13.4% | +3.1% |
| 3M | +5.2% | -27.7% | +32.9% | +6.6% |
| 6M | +17.0% | -48.7% | +65.7% | +20.2% |
| YTD | +25.5% | -50.2% | +75.7% | +29.0% |
| 1Y | +35.5% | -46.8% | +82.3% | +38.9% |
| 3Y | +143.9% | -14.8% | +158.8% | +142.3% |
| All | +165.8% | +17.1% | +148.7% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling